+14,014.6%
EBAY vs FDS
+5,408.6%
+8,606.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -0.8% |
| 7D | -2.1% | -1.9% | -0.2% | -1.4% |
| 30D | -6.7% | +9.0% | -15.7% | -10.1% |
| 3M | -5.0% | +18.9% | -23.8% | -13.0% |
| 6M | +14.6% | +35.1% | -20.5% | -2.1% |
| YTD | +19.8% | +5.5% | +14.3% | +12.6% |
| 1Y | +12.6% | -16.8% | +29.4% | +15.7% |
| 3Y | +141.0% | -28.1% | +169.0% | +159.1% |
| 5Y | +47.5% | -17.4% | +65.0% | +47.6% |
| 10Y | +263.3% | +85.4% | +177.8% | +138.8% |
| All | +14,014.6% | +5,408.6% | +8,606.0% | +506.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling